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You construct an equally weighted, two asset portfolio between ACME Corp, and American company, and Pocky Pies, a Korean company. The standard deviation of returns

You construct an equally weighted, two asset portfolio between ACME Corp, and American company, and Pocky Pies, a Korean company. The standard deviation of returns on ACMEs shares is 20% and 75% on Pocky. Because of international diversification, the correlation coefficient for the two companies is zero. What is the standard deviation of returns on the portfolio?

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